COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      154,475
COMMITMENTS
  27,109   60,728    9,554   99,797   70,346  136,460  140,628   18,015   13,847

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      4,596)
    -745      582    1,092    2,344    2,922    2,691    4,596    1,905        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     39.3      6.2     64.6     45.5     88.3     91.0     11.7      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      69       97       43       69       45      157      173
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       36,820
COMMITMENTS
  18,182    5,736    4,360    9,516   24,546   32,058   34,642    4,762    2,178

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      1,842)
   1,181   -1,926    1,008     -766    2,678    1,423    1,760      419       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.4     15.6     11.8     25.8     66.7     87.1     94.1     12.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      72       28       19       18       21      102       58
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      127,120
COMMITMENTS
  39,022   30,556    2,369   74,593   87,204  115,984  120,129   11,136    6,991

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:     -2,222)
   2,542   -5,513     -937   -5,109    3,698   -3,504   -2,752    1,282      530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     24.0      1.9     58.7     68.6     91.2     94.5      8.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      73       37       15       51       41      130       88
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      491,563
COMMITMENTS
 109,170   31,885   34,150  272,478  383,156  415,798  449,191   75,765   42,372

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:     13,624)
   7,524    6,377   -1,147    3,496    7,991    9,873   13,221    3,751      403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2      6.5      6.9     55.4     77.9     84.6     91.4     15.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      68       33       50       55       52      151      112
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:       99,976
COMMITMENTS
  27,686   16,387   11,730   49,459   65,287   88,875   93,404   11,101    6,572

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:       -268)
    -826    1,148      -79      589   -1,428     -316     -359       48       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     16.4     11.7     49.5     65.3     88.9     93.4     11.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
     117       73       62       92       95      242      205
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       40,912
COMMITMENTS
  10,076   16,794    2,079   27,692   17,756   39,847   36,629    1,065    4,283

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      2,479)
   1,409    2,704        8    1,895      162    3,312    2,874     -833     -395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     41.0      5.1     67.7     43.4     97.4     89.5      2.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      15       35        6        9       10       25       51
 

Updated May 12, 2006